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We analyze a class of linear partial differential equations that arise as deterministic descriptions of the scaling limits of L\'evy walks, in which transport is driven by a convex combination of fractional material derivatives and a source…

数值分析 · 数学 2026-02-03 Łukasz Płociniczak , Marek A. Teuerle , Hubert Woszczek

We develop a theory of optimal transport for stationary random measures with a focus on stationary point processes and construct a family of distances on the set of stationary random measures. These induce a natural notion of interpolation…

概率论 · 数学 2024-02-02 Matthias Erbar , Martin Huesmann , Jonas Jalowy , Bastian Müller

The quadratically regularized optimal transport problem is empirically known to have sparse solutions: its optimal coupling $\pi_{\varepsilon}$ has sparse support for small regularization parameter $\varepsilon$, in contrast to entropic…

最优化与控制 · 数学 2026-02-25 Alberto González-Sanz , Marcel Nutz

We compare weighted sums of i.i.d. positive random variables according to the usual stochastic order. The main inequalities are derived using majorization techniques under certain log-concavity assumptions. Specifically, let $Y_i$ be i.i.d.…

概率论 · 数学 2011-07-19 Yaming Yu

This work deals with the asymptotic distribution of both potentials and couplings of entropic regularized optimal transport for compactly supported probabilities in $\R^d$. We first provide the central limit theorem of the Sinkhorn…

概率论 · 数学 2024-06-06 Alberto Gonzalez-Sanz , Jean-Michel Loubes , Jonathan Niles-Weed

We propose to tackle the problem of understanding the effect of regularization in Sinkhorn algotihms. In the case of Gaussian distributions we provide a closed form for the regularized optimal transport which enables to provide a better…

统计理论 · 数学 2020-06-16 Eustasio del Barrio , Jean-Michel Loubes

The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…

最优化与控制 · 数学 2012-11-29 Jonathan Korman , Robert J. McCann

We review some simple techniques based on monotone mass transport that allow to obtain transport-type inequalities for any log-concave probability measure, and for more general measures as well. We discuss quantitative forms of these…

概率论 · 数学 2016-06-14 Dario Cordero-Erausquin

We show that if the random walk on a graph has positive coarse Ricci curvature in the sense of Ollivier, then the stationary measure satisfies a W^1 transport-entropy inequality. Peres and Tetali have conjectured a stronger consequence,…

概率论 · 数学 2016-12-28 Ronen Eldan , James R. Lee , Joseph Lehec

Fix probability densities $f$ and $g$ on open sets $X \subset \mathbf{R}^m$ and $Y \subset \mathbf{R}^n$ with $m\ge n\ge1$. Consider transporting $f$ onto $g$ so as to minimize the cost $-s(x,y)$. We give a non-degeneracy condition (a) on…

偏微分方程分析 · 数学 2021-02-25 Pierre-André Chiappori , Robert J McCann , Brendan Pass

We prove a log-Sobolev inequality for a certain class of log-concave measures in high dimension. These are the probability measures supported on the unit cube in R^n whose density takes the form exp(-H) where the function H is assumed to be…

度量几何 · 数学 2012-12-18 Bo'az Klartag

In this paper, we give necessary and sufficient conditions for Talagrand's like transportation cost inequalities on the real line. This brings a new wide class of examples of probability measures enjoying a dimension-free concentration of…

概率论 · 数学 2007-05-23 Nathael Gozlan

In this paper, we study the connection between entropic optimal transport and entropy power inequality (EPI). First, we prove an HWI-type inequality making use of the infinitesimal displacement convexity of optimal transport map. Second, we…

信息论 · 计算机科学 2024-07-01 Shuchan Wang , Photios A. Stavrou , Mikael Skoglund

This note presents a sharp transport-entropy inequality that improves on Talagrand's inequality for the Gaussian measure, arising as a dual formulation of the functional Santal\'o inequality. We also discuss some extensions and connections…

概率论 · 数学 2018-06-19 Max Fathi

It is well known that martingale transport plans between marginals $\mu\neq\nu$ are never given by Monge maps -- with the understanding that the map is over the first marginal $\mu$, or forward in time. Here, we change the perspective, with…

概率论 · 数学 2024-07-03 Marcel Nutz , Ruodu Wang , Zhenyuan Zhang

We prove the existence of generalised solutions of the Monge-Kantorovich equations with fractional $s$-gradient constraint, $0<s<1$, associated to a general, possibly degenerate, linear fractional operator of the type, \begin{equation*}…

偏微分方程分析 · 数学 2023-10-24 Assis Azevedo , José Francisco Rodrigues , Lisa Santos

We prove upper bounds on the $L^\infty$-Wasserstein distance from optimal transport between strongly log-concave probability densities and log-Lipschitz perturbations. In the simplest setting, such a bound amounts to a transport-information…

概率论 · 数学 2025-08-04 Ksenia A. Khudiakova , Jan Maas , Francesco Pedrotti

We investigate the Brenier map $\nabla \Phi$ between the uniform measures on two convex domains in $\mathbb{R}^n$ or more generally, between two log-concave probability measures on $\mathbb{R}^n$. We show that the eigenvalues of the Hessian…

偏微分方程分析 · 数学 2016-01-20 Bo'az Klartag , Alexander V. Kolesnikov

We prove a geometric linearisation result for minimisers of optimal transport problems where the cost-function is strongly p-convex and of p-growth. Initial and target measures are allowed to be rough, but are assumed to be close to…

偏微分方程分析 · 数学 2024-04-08 Lukas Koch

We study concentration properties for laws of non-linear Gaussian functionals on metric spaces. Our focus lies on measures with non-Gaussian tail behaviour which are beyond the reach of Talagrand's classical Transportation-Cost Inequalities…

概率论 · 数学 2023-10-12 Ioannis Gasteratos , Antoine Jacquier